India VIX rose 3.99% to 22.69.The Nifty October 2020 futures were at 11,895.30, a discount of 1.5 points compared with the Nifty's spot closing of 11,896.80.
Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 16.85 lakh crore compared with Rs 16.35 lakh crore in the previous session.
In the cash market, the Nifty 50 index added 23.75 points, or 0.2% to 11,896.80.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, rose 3.99% to 22.69.
The Nifty option chain for near expiry, 22 October 2020 showed maximum call open interest (OI) of 32.48 lakh contracts at the 12,500 strike price. Maximum put OI of 27.91 lakh contracts was seen at 11,700 strike price.
The Nifty option chain for 29 October 2020 expiry showed maximum call open interest (OI) of 25.02 lakh contracts at the 12,500 strike price. Maximum put OI of 33.67 lakh contracts was seen at 10,500 strike price.
Reliance Industries, HCL Tech and HUL were the top traded individual stock futures contracts in F&O segment of NSE.
The October 2020 F&O contracts will expire on 29 October 2020.
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